Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.563 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47741.73 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46346.81 Kr¶

PnL: ---------------------------------------> -541.76 Kr¶

DD now: ---------------------------------> -1.826 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:17:07.498736'

Anic Portfolio¶

Today¶

Return: 0.904 %¶

This Week¶

Return: 0.438 %¶

Total¶

Return: 56.294 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.550000 3224.000000 253.000000 8.520000 2971.000006
SAAB B 8 0.890000 3456.800000 79.800000 2.360000 3377.000000
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
HEBA B 70 -1.020000 2705.500000 69.500000 2.640000 2636.000010
Corem Property Group B 59 2.990000 629.530000 52.530000 9.100000 576.999999
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.450000 383.700000 28.700000 8.080000 355.000000
Resurs Holding 22 3.440000 596.200000 22.200000 3.870000 573.999998
AcadeMedia 12 -0.210000 578.160000 21.160000 3.800000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
HMS Networks 2 0.410000 689.200000 16.200000 2.410000 673.000000
Intrum 4 0.340000 538.000000 11.000000 2.090000 527.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
Boozt 12 2.220000 1660.800000 6.800000 0.410000 1653.999996
Coor Service Management Hold. 8 1.360000 537.200000 5.200000 0.980000 532.000000
Swedbank A 3 1.040000 568.800000 4.800000 0.850000 564.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.980000 576.800000 2.800000 0.490000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.790000 244.080000 -1.920000 -0.780000 246.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Nordea Bank Abp 29 0.880000 3451.000000 -3.000000 -0.090000 3453.999992
Securitas B 6 0.130000 564.480000 -5.520000 -0.970000 570.000000
CTEK 13 2.010000 527.800000 -6.200000 -1.160000 533.999999
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.190000 539.500000 -55.070000 -9.260000 594.565215
Axfood 13 0.290000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 1.740000 1451.340000 -212.660000 -12.780000 1663.999992
Fasadgruppen Group 35 1.230000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 0.900000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46346.810000 -541.760000 -1.82637% 46888.564618

Updated:¶

'2023-01-20 10:17:20.075340'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶